CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5034 |
1.5225 |
0.0191 |
1.3% |
1.4916 |
| High |
1.5248 |
1.5245 |
-0.0003 |
0.0% |
1.5248 |
| Low |
1.4968 |
1.5067 |
0.0099 |
0.7% |
1.4832 |
| Close |
1.5215 |
1.5133 |
-0.0082 |
-0.5% |
1.5215 |
| Range |
0.0280 |
0.0178 |
-0.0102 |
-36.4% |
0.0416 |
| ATR |
0.0224 |
0.0221 |
-0.0003 |
-1.5% |
0.0000 |
| Volume |
102,518 |
70,542 |
-31,976 |
-31.2% |
352,022 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5682 |
1.5586 |
1.5231 |
|
| R3 |
1.5504 |
1.5408 |
1.5182 |
|
| R2 |
1.5326 |
1.5326 |
1.5166 |
|
| R1 |
1.5230 |
1.5230 |
1.5149 |
1.5189 |
| PP |
1.5148 |
1.5148 |
1.5148 |
1.5128 |
| S1 |
1.5052 |
1.5052 |
1.5117 |
1.5011 |
| S2 |
1.4970 |
1.4970 |
1.5100 |
|
| S3 |
1.4792 |
1.4874 |
1.5084 |
|
| S4 |
1.4614 |
1.4696 |
1.5035 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6346 |
1.6197 |
1.5444 |
|
| R3 |
1.5930 |
1.5781 |
1.5329 |
|
| R2 |
1.5514 |
1.5514 |
1.5291 |
|
| R1 |
1.5365 |
1.5365 |
1.5253 |
1.5440 |
| PP |
1.5098 |
1.5098 |
1.5098 |
1.5136 |
| S1 |
1.4949 |
1.4949 |
1.5177 |
1.5024 |
| S2 |
1.4682 |
1.4682 |
1.5139 |
|
| S3 |
1.4266 |
1.4533 |
1.5101 |
|
| S4 |
1.3850 |
1.4117 |
1.4986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5248 |
1.4940 |
0.0308 |
2.0% |
0.0211 |
1.4% |
63% |
False |
False |
73,671 |
| 10 |
1.5248 |
1.4516 |
0.0732 |
4.8% |
0.0205 |
1.4% |
84% |
False |
False |
71,439 |
| 20 |
1.5248 |
1.4397 |
0.0851 |
5.6% |
0.0218 |
1.4% |
86% |
False |
False |
71,381 |
| 40 |
1.5248 |
1.3850 |
0.1398 |
9.2% |
0.0226 |
1.5% |
92% |
False |
False |
68,868 |
| 60 |
1.5248 |
1.3662 |
0.1586 |
10.5% |
0.0226 |
1.5% |
93% |
False |
False |
47,829 |
| 80 |
1.5248 |
1.3618 |
0.1630 |
10.8% |
0.0231 |
1.5% |
93% |
False |
False |
35,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6002 |
|
2.618 |
1.5711 |
|
1.618 |
1.5533 |
|
1.000 |
1.5423 |
|
0.618 |
1.5355 |
|
HIGH |
1.5245 |
|
0.618 |
1.5177 |
|
0.500 |
1.5156 |
|
0.382 |
1.5135 |
|
LOW |
1.5067 |
|
0.618 |
1.4957 |
|
1.000 |
1.4889 |
|
1.618 |
1.4779 |
|
2.618 |
1.4601 |
|
4.250 |
1.4311 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5156 |
1.5120 |
| PP |
1.5148 |
1.5107 |
| S1 |
1.5141 |
1.5094 |
|